Open Interest Anlysis

7/25/2019 Open Interest Anlysis

1/15

Date Close OI Change in Price Change in OI % Change in Price

22-Jan-16 835.50 5,64,000 4.65 -24,000 0.56%

21-Jan-16 830.85 5,88,000 -4.!5 -3!4,400 -0.5!%

20-Jan-16 835.60 6,2!2,400 3.10 -168,000 0.3!%

1-Jan-16 832.50 6,440,400 -8.55 -121,200 -1.02%

18-Jan-16 841.05 6,561,600 3.50 -426,600 0.42%

15-Jan-16 83!.55 6,88,200 10.20 532,800 1.23%14-Jan-16 82!.35 6,455,400 2.15 260,400 0.26%

13-Jan-16 825.20 6,15,000 15.0 -13!,400 1.6%

12-Jan-16 80.30 6,332,400 -3.65 -52,800 -0.45%

11-Jan-16 812.5 6,385,200 -13.40 !8,000 -1.62%

8-Jan-16 826.35 6,30!,200 3.80 1,200 0.46%

!-Jan-16 822.55 6,216,000 -15.50 123,000 -1.85%

6-Jan-16 838.05 6,03,000 -2.30 11,400 -0.2!%

5-Jan-16 840.35 5,01,600 -3.10 112,800 -0.3!%

4-Jan-16 843.45 5,!88,800 -3.60 -24,000 -0.43%

1-Jan-16 84!.05 5,812,800 -6.10 66,000 -0.!1%31-Dec-15 853.15 5,!46,800 11.20 1,201,200 1.33%

30-Dec-15 841.5 4,545,600 -12.!0 1,564,200 -1.4%

2-Dec-15 854.65 2,81,400 -11.15 1,00,800 -1.2%

28-Dec-15 865.80 1,080,600


2/15

% Change in OI Price "o#e$ent OI "o#e$ent nal&sis

-4.22%'P DO() *+O CO/I)

-5.!%DO() DO() O) CO/I)

-2.61%'P DO() *+O CO/I)

-1.85%DO() DO() O) CO/I)

-6.10%'P DO() *+O CO/I)

8.25%'P 'P /*+ O) PO*IIO)*4.20%'P 'P /*+ O) PO*IIO)*

-2.1!%'P DO() *+O CO/I)

-0.83%DO() DO() O) CO/I)

1.24%DO() 'P /*+ *+O PO*IIO)*

1.4!%'P 'P /*+ O) PO*IIO)*

2.02%DO() 'P /*+ *+O PO*IIO)*

3.24%DO() 'P /*+ *+O PO*IIO)*

1.5%DO() 'P /*+ *+O PO*IIO)*

-0.41%DO() DO() O) CO/I)

1.15%DO() 'P /*+ *+O PO*IIO)*26.43%'P 'P /*+ O) PO*IIO)*

52.4!%DO() 'P /*+ *+O PO*IIO)*

1!5.0%DO() 'P /*+ *+O PO*IIO)*


3/15

C"P

840.80


4/15

Date Close OI Change in Price Change in OI

22-Jan-16 10,31,500 0.60 -!52,000

21-Jan-16 11,143,500 14.85 -60,000

20-Jan-16 11,833,500 -1!.!0 -!44,000

1-Jan-16 12,5!!,500 5.15 -253,000

18-Jan-16 12,830,500 -6.85 -850,500

15-Jan-16 13,681,000 8.25 -2,00014-Jan-16 13,!10,000 4.85 1,232,000

13-Jan-16 12,4!8,000 31.30 50!,500

12-Jan-16 11,!0,500 -5.0 138,000

11-Jan-16 11,832,500 -6.15 311,000

8-Jan-16 11,521,500 11.25 182,000

!-Jan-16 11,33,500 -15.30 16,500

6-Jan-16 11,1!0,000 -6.25 420,500

5-Jan-16 10,!4,500 -5.5 161,500

4-Jan-16 10,588,000 -23.55 458,000

1-Jan-16 10,130,000 -0.05 32!,00031-Dec-15 ,803,000 13.50 2,200,500

30-Dec-15 !,602,500 -1!.15 2,13!,000

2-Dec-15 5,465,500 1.5 2,62!,000

28-Dec-15 2,838,500


5/15

% Change in Price % Change in OI Price "o#e$ent OI "o#e$ent

0.05% -6.!5%'P DO()

1.32% -5.83%'P DO()

-1.55% -5.2%DO() DO()

0.45% -1.!%'P DO()

-0.60% -6.22%DO() DO()

0.!3% -0.21%'P DO()4.5% .8!%'P 'P

2.!% 4.24%'P 'P

-0.56% 1.1!%DO() 'P

-0.58% 2.!0%DO() 'P

1.0!% 1.61%'P 'P

-1.43% 1.52%DO() 'P

-0.58% 3.1%DO() 'P

-0.55% 1.53%DO() 'P

-2.13% 4.52%DO() 'P

0.00% 3.34%DO() 'P1.24% 28.4% 'P 'P

-1.55% 3.10%DO() 'P

0.18% 2.55% 'P 'P


6/15

nal&sis C"P

*+O CO/I) 112.60

*+O CO/I)

O) CO/I)

*+O CO/I)

O) CO/I)

*+O CO/I)/*+ O) PO*IIO)*

/*+ O) PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*

/*+ O) PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*/*+ O) PO*IIO)*

/*+ *+O PO*IIO)*

/*+ O) PO*IIO)*


7/15

Date Close OI Change in Price Change in OI

22-Jan-16 2,25.85 3,4!1,200 35.40 -155,600

21-Jan-16 2,260.45 3,626,800 -14.35 -183,000

20-Jan-16 2,2!4.80 3,80,800 -6.30 -40,600

1-Jan-16 2,281.10 3,850,400 -0.10 !,200

18-Jan-16 2,281.20 3,843,200 22.!5 -22,200

15-Jan-16 2,258.45 4,0!2,400 -16.60 -33,80014-Jan-16 2,2!5.05 4,106,200 -!.!0 13,200

13-Jan-16 2,282.!5 3,13,000 -43.85 -15,200

12-Jan-16 2,326.60 3,28,200 -30.80 !1,800

11-Jan-16 2,35!.40 3,856,400 -36.15 25,400

8-Jan-16 2,33.55 3,5!,000 26.25 23,800

!-Jan-16 2,36!.30 3,5!3,200 -10.35 256,800

6-Jan-16 2,3!!.65 3,316,400 21.35 141,400

5-Jan-16 2,356.30 3,1!5,000 -22.10 1,200

4-Jan-16 2,3!8.40 3,1!3,800 -46.5 1!1,600

1-Jan-16 2,425.35 3,002,200 -14.10 6!,20031-Dec-15 2,43.45 2,35,000 13.45 422,400

30-Dec-15 2,426.00 2,512,600 -2.00 !5,000

2-Dec-15 2,455.00 1,!53,600 -4.25 1,110,400

28-Dec-15 2,45.25 643,200


8/15

% Change in Price % Change in OI Price "o#e$ent OI "o#e$ent

1.5!% -4.2% 'P DO()

-0.63% -4.80% DO() DO()

-0.28% -1.05% DO() DO()

0.00% 0.1% DO() 'P

1.01% -5.63% 'P DO()

-0.!3% -0.82% DO() DO()-0.34% 4.4% DO() 'P

-1.88% -0.3% DO() DO()

-1.31% 1.86% DO() 'P

-1.51% !.21% DO() 'P

1.11% 0.6!% 'P 'P

-0.44% !.!4% DO() 'P

0.1% 4.45% 'P 'P

-0.3% 0.04% DO() 'P

-1.4% 5.!2% DO() 'P

-0.58% 2.2% DO() 'P0.55% 16.81% 'P 'P

-1.18% 43.28% DO() 'P

-0.1!% 1!2.64% DO() 'P


9/15

nal&sis C"P

*+O CO/I) 2,312.15

O) CO/I)

O) CO/I)

/*+ *+O PO*IIO)*

*+O CO/I)

O) CO/I)/*+ *+O PO*IIO)*

O) CO/I)

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*

/*+ O) PO*IIO)*

/*+ *+O PO*IIO)*

/*+ O) PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*/*+ O) PO*IIO)*

/*+ *+O PO*IIO)*

/*+ *+O PO*IIO)*


10/15


22-Jan-16 516.00 !.20 -8!0,000 1.42%

21-Jan-16 508.80 1.15 -414,000 0.23%

20-Jan-16 50!.65 -5.55 -1!,000 -1.08%

1-Jan-16 513.20 -6.20 -15,000 -1.1%

18-Jan-16 51.40 -1.5 -438,000 -0.3!%

15-Jan-16 521.35 !.85 84,000 1.53%14-Jan-16 513.50 8.40 5!5,000 1.66%

13-Jan-16 505.10 -2.55 -58,000 -0.50%

12-Jan-16 50!.65 -1.00 -10,000 -0.20%

11-Jan-16 508.65 -13.5 386,000 -2.6!%

8-Jan-16 522.60 11.25 133,000 2.20%

!-Jan-16 511.35 -14.25 -203,000 -2.!1%

6-Jan-16 525.60 3.10 181,000 0.5%

5-Jan-16 522.50 6.60 4,000 1.28%

4-Jan-16 515.0 -4.5 2,000 -0.5%

1-Jan-16 520.85 -3.20 8,000 -0.61%31-Dec-15 524.05 -2.30 1,50!,000 -0.44%

30-Dec-15 526.35 4.65 2,380,000 0.8%

2-Dec-15 521.!0 2.00 805,000 0.38%

28-Dec-15 51.!0


11/15


-11.05% 'P DO() *+O CO/I)

-4.% 'P DO() *+O CO/I)

-0.20% DO() DO() O) CO/I)

-0.18% DO() DO() O) CO/I)

-5.00% DO() DO() O) CO/I)

0.!% 'P 'P /*+ O) PO*IIO)*!.10% 'P 'P /*+ O) PO*IIO)*

-0.!1% DO() DO() O) CO/I)

-0.12% DO() DO() O) CO/I)

4.6% DO() 'P /*+ *+O PO*IIO)*

1.!4% 'P 'P /*+ O) PO*IIO)*

-2.5% DO() DO() O) CO/I)

2.36% 'P 'P /*+ O) PO*IIO)*

1.24% 'P 'P /*+ O) PO*IIO)*

1.23% DO() 'P /*+ *+O PO*IIO)*

0.11% DO() 'P /*+ *+O PO*IIO)*25.24% DO() 'P /*+ *+O PO*IIO)*

66.30% 'P 'P /*+ O) PO*IIO)*

28.0% 'P 'P /*+ O) PO*IIO)*


12/15

C"P

51!.55


13/15


22-Jan-16 546.50 -1.05 -146,000 -0.1%

21-Jan-16 54!.55 10.00 -634,000 1.86%

20-Jan-16 53!.55 -0.5 8!,000 -0.18%

1-Jan-16 538.50 -5.30 -1,000 -0.!%

18-Jan-16 543.80 4.!0 -28,000 0.8!%

15-Jan-16 53.10 -0.5 -23,000 -0.18%14-Jan-16 540.05 -3.20 45,000 -0.5%

13-Jan-16 543.25 -0.45 13,000 -0.08%

12-Jan-16 543.!0 .80 -123,000 1.84%

11-Jan-16 533.0 -1!.15 68,000 -3.11%

8-Jan-16 551.05 6.15 -55,000 1.13%

!-Jan-16 544.0 -8.10 16,000 -1.46%

6-Jan-16 553.00 -0.10 246,000 -0.02%

5-Jan-16 553.10 -0.65 !8,000 -0.12%

4-Jan-16 553.!5 -1.40 111,000 -0.25%

1-Jan-16 555.15 -2.45 112,000 -0.44%31-Dec-15 55!.60 0.65 1,8!6,000 0.12%

30-Dec-15 556.5 -5.50 1,154,000 -0.8%

2-Dec-15 562.45 3.55 1,5!8,000 0.64%

28-Dec-15 558.0


14/15


-2.14% DO() DO() O) CO/I)

-8.51% 'P DO() *+O CO/I)

1.18% DO() 'P /*+ *+O PO*IIO)*

-0.26% DO() DO() O) CO/I)

-3.88% 'P DO() *+O CO/I)

-0.30% DO() DO() O) CO/I)6.34% DO() 'P /*+ *+O PO*IIO)*

1.6% DO() 'P /*+ *+O PO*IIO)*

-1.!0% 'P DO() *+O CO/I)

10.54% DO() 'P /*+ *+O PO*IIO)*

-0.83% 'P DO() *+O CO/I)

3.06% DO() 'P /*+ *+O PO*IIO)*

4.00% DO() 'P /*+ *+O PO*IIO)*

1.28% DO() 'P /*+ *+O PO*IIO)*

1.86% DO() 'P /*+ *+O PO*IIO)*

1.1% DO() 'P /*+ *+O PO*IIO)*4!.21% 'P 'P /*+ O) PO*IIO)*

40.2% DO() 'P /*+ *+O PO*IIO)*

12!.05% 'P 'P /*+ O) PO*IIO)*


15/15

C"P

546.20

Open Interest Anlysis

Documents

Transcript of Open Interest Anlysis